{"id":"https://openalex.org/W1558804402","doi":"https://doi.org/10.1007/978-3-319-13449-9_7","title":"The Dynamics of Hedge Fund Performance","display_name":"The Dynamics of Hedge Fund Performance","publication_year":2014,"publication_date":"2014-12-15","ids":{"openalex":"https://openalex.org/W1558804402","doi":"https://doi.org/10.1007/978-3-319-13449-9_7","mag":"1558804402"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-319-13449-9_7","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-319-13449-9_7","pdf_url":null,"source":{"id":"https://openalex.org/S2764461748","display_name":"Studies in computational intelligence","issn_l":"1860-949X","issn":["1860-949X","1860-9503"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319965","host_organization_name":"Springer Nature","host_organization_lineage":["https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Studies in Computational Intelligence","raw_type":"book-chapter"},"type":"book-chapter","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5064864389","display_name":"Serge Darolles","orcid":"https://orcid.org/0000-0002-3593-7392"},"institutions":[{"id":"https://openalex.org/I56435720","display_name":"Universit\u00e9 Paris Dauphine-PSL","ror":"https://ror.org/052bz7812","country_code":"FR","type":"education","lineage":["https://openalex.org/I2746051580","https://openalex.org/I56435720"]}],"countries":["FR"],"is_corresponding":true,"raw_author_name":"Serge Darolles","raw_affiliation_strings":["Universit\u00e9 Paris-Dauphine and CREST, Place du Marchal de Lattre de Tassigny, 75016, Paris, France"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Universit\u00e9 Paris-Dauphine and CREST, Place du Marchal de Lattre de Tassigny, 75016, Paris, France","institution_ids":["https://openalex.org/I56435720"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5039946949","display_name":"Christian Gouri\u00e9roux","orcid":null},"institutions":[{"id":"https://openalex.org/I4210137396","display_name":"Centre de Recherche en \u00c9conomie et Statistique","ror":"https://ror.org/0449khs19","country_code":"FR","type":"facility","lineage":["https://openalex.org/I1294671590","https://openalex.org/I1294671590","https://openalex.org/I142476485","https://openalex.org/I4210108488","https://openalex.org/I4210108488","https://openalex.org/I4210137396","https://openalex.org/I4210145102","https://openalex.org/I4210145102","https://openalex.org/I4210150854","https://openalex.org/I84009706"]}],"countries":["FR"],"is_corresponding":false,"raw_author_name":"Christian Gouri\u00e9roux","raw_affiliation_strings":["CREST and University of Toronto, 15 Boulevard Gabriel P\u00e9ri, 92245, Malakoff Cedex 1, France"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"CREST and University of Toronto, 15 Boulevard Gabriel P\u00e9ri, 92245, Malakoff Cedex 1, France","institution_ids":["https://openalex.org/I4210137396"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5079291845","display_name":"J\u00e9r\u00f4me Te\u00efletche","orcid":"https://orcid.org/0009-0004-5792-3508"},"institutions":[{"id":"https://openalex.org/I114457229","display_name":"University of Geneva","ror":"https://ror.org/01swzsf04","country_code":"CH","type":"education","lineage":["https://openalex.org/I114457229"]}],"countries":["CH"],"is_corresponding":false,"raw_author_name":"J\u00e9rome Teiletche","raw_affiliation_strings":["Unigestion, Avenue de Champel 8C, 1206, Geneve, Switzerland"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Unigestion, Avenue de Champel 8C, 1206, Geneve, Switzerland","institution_ids":["https://openalex.org/I114457229"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5064864389"],"corresponding_institution_ids":["https://openalex.org/I56435720"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.07971518,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"85","last_page":"113"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9988999962806702,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9988999962806702,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.993399977684021,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11496","display_name":"Credit Risk and Financial Regulations","score":0.9933000206947327,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/hedge-fund","display_name":"Hedge fund","score":0.8956409692764282},{"id":"https://openalex.org/keywords/dynamics","display_name":"Dynamics (music)","score":0.5890671014785767},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.5394848585128784},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.4592589735984802},{"id":"https://openalex.org/keywords/actuarial-science","display_name":"Actuarial science","score":0.429823637008667},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.36639314889907837},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.35986465215682983},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.3237406015396118},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.2767995595932007},{"id":"https://openalex.org/keywords/psychology","display_name":"Psychology","score":0.08419820666313171}],"concepts":[{"id":"https://openalex.org/C204434749","wikidata":"https://www.wikidata.org/wiki/Q105611","display_name":"Hedge fund","level":2,"score":0.8956409692764282},{"id":"https://openalex.org/C145912823","wikidata":"https://www.wikidata.org/wiki/Q113558","display_name":"Dynamics (music)","level":2,"score":0.5890671014785767},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5394848585128784},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.4592589735984802},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.429823637008667},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.36639314889907837},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.35986465215682983},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.3237406015396118},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.2767995595932007},{"id":"https://openalex.org/C15744967","wikidata":"https://www.wikidata.org/wiki/Q9418","display_name":"Psychology","level":0,"score":0.08419820666313171},{"id":"https://openalex.org/C19417346","wikidata":"https://www.wikidata.org/wiki/Q7922","display_name":"Pedagogy","level":1,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1007/978-3-319-13449-9_7","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-319-13449-9_7","pdf_url":null,"source":{"id":"https://openalex.org/S2764461748","display_name":"Studies in computational intelligence","issn_l":"1860-949X","issn":["1860-949X","1860-9503"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319965","host_organization_name":"Springer Nature","host_organization_lineage":["https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Studies in Computational Intelligence","raw_type":"book-chapter"},{"id":"pmh:oai:HAL:hal-01632878v1","is_oa":false,"landing_page_url":"https://hal.science/hal-01632878","pdf_url":null,"source":{"id":"https://openalex.org/S4306402512","display_name":"HAL (Le Centre pour la Communication Scientifique Directe)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1294671590","host_organization_name":"Centre National de la Recherche Scientifique","host_organization_lineage":["https://openalex.org/I1294671590"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Econometrics of Risk, pp.85-113, 2015, &#x27E8;10.1007/978-3-319-13449-9_7&#x27E9;","raw_type":"info:eu-repo/semantics/bookPart"},{"id":"pmh:oai:basepub.dauphine.fr:123456789/14484","is_oa":false,"landing_page_url":"https://basepub.dauphine.fr/handle/123456789/14484","pdf_url":null,"source":{"id":"https://openalex.org/S4306401007","display_name":"Base Institutionnelle de Recherche de l'universit\u00e9 Paris-Dauphine (BIRD) (University Paris-Dauphine)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I102197404","host_organization_name":"Universit\u00e9 Paris-Sud","host_organization_lineage":["https://openalex.org/I102197404"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Chapitre d'ouvrage"}],"best_oa_location":null,"sustainable_development_goals":[{"score":0.800000011920929,"display_name":"Reduced inequalities","id":"https://metadata.un.org/sdg/10"}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":25,"referenced_works":["https://openalex.org/W150817069","https://openalex.org/W1481794564","https://openalex.org/W1498031867","https://openalex.org/W1504766719","https://openalex.org/W1533395192","https://openalex.org/W1730852394","https://openalex.org/W1966018765","https://openalex.org/W1971820601","https://openalex.org/W1998402685","https://openalex.org/W2028500006","https://openalex.org/W2052996733","https://openalex.org/W2055381630","https://openalex.org/W2078483536","https://openalex.org/W2148654185","https://openalex.org/W2151967815","https://openalex.org/W2153580489","https://openalex.org/W2184317409","https://openalex.org/W2974382686","https://openalex.org/W3122615767","https://openalex.org/W3122744633","https://openalex.org/W3123890286","https://openalex.org/W3125058002","https://openalex.org/W3125597262","https://openalex.org/W4241584625","https://openalex.org/W4312400616"],"related_works":["https://openalex.org/W2765153313","https://openalex.org/W2249851255","https://openalex.org/W2912895727","https://openalex.org/W2465492895","https://openalex.org/W2468158674","https://openalex.org/W4214896433","https://openalex.org/W2101358886","https://openalex.org/W2023613544","https://openalex.org/W581164767","https://openalex.org/W3146102105"],"abstract_inverted_index":null,"counts_by_year":[],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
